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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -41,633 -60,924 0.718369 1.085944
1 equities 1170E1 VIX FUTURES -38,879 -16,446 -0.051157 0.342965
2 equities 239742 RUSSELL E-MINI -38,039 2,136 -1.334614 -0.464477
3 equities 12460+ DJIA Consolidated 8,601 3,403 -1.266193 0.025634
4 equities 209742 NASDAQ MINI 6,243 1,692 -0.311593 -0.735609
5 equities 240741 NIKKEI STOCK AVERAGE -3,407 -1,616 -0.560373 -0.593034
6 rates 043602 UST 10Y NOTE -499,837 -9,120 1.045614 1.526940
7 rates 044601 UST 5Y NOTE -1,200,273 -3,880 0.470305 0.861595
8 rates 042601 UST 2Y NOTE -1,029,425 -8,536 -0.441887 0.721779
9 rates 020601 UST BOND -7,898 6,698 1.099088 1.606946
10 rates 045601 FED FUNDS 136,965 126,619 1.852128 2.707805
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 1,827 1,890 0.406958 -0.456755
13 currencies 097741 JAPANESE YEN -133,089 34,580 0.197954 -0.635829
14 currencies 099741 EURO FX 3,672 14,357 -0.945946 -1.448575
15 currencies 096742 BRITISH POUND -20,913 9,125 -1.352675 -1.308547
16 currencies 232741 AUSTRALIAN DOLLAR -64,271 19,886 2.029982 0.424637
17 currencies 090741 CANADIAN DOLLAR -71,978 -5,404 -0.969645 -1.125188
18 currencies 095741 MEXICAN PESO 112,132 -6,513 -0.284271 0.660000
19 currencies 112741 NZ DOLLAR -11,191 -2,640 -0.958598 -0.665964
20 currencies 092741 SWISS FRANC -42,947 98 -1.346586 -1.996198
21 commodities 133741 BITCOIN -949 -768 0.178038 0.728820
22 commodities 06765T BRENT LAST DAY -26,828 5,937 -0.761896 -0.530290
23 commodities 088691 GOLD 226,120 -4,411 0.528529 0.922577
24 commodities 085692 COPPER- #1 62,176 4,720 1.281654 2.029845
25 commodities 023651 NAT GAS NYME -136,608 14,847 -0.312680 -0.898153
26 commodities 111659 GASOLINE RBOB 52,559 -15,106 -1.644958 -1.652081
27 commodities 022651 NY HARBOR ULSD 7,875 4,640 -0.726549 -1.287898
28 commodities 084691 SILVER 48,763 -429 0.523162 1.124524
29 commodities 076651 PLATINUM 15,967 7,652 0.937839 0.614292
30 commodities 002602 CORN -48,762 118,211 2.774012 2.701512
31 commodities 005602 SOYBEANS -54,190 101,798 2.970291 0.289869
32 commodities 001602 WHEAT-SRW -22,623 4,096 1.715516 1.619035
33 commodities 001612 WHEAT-HRW -15,158 6,394 2.128564 1.834505
34 commodities 057642 LIVE CATTLE 64,563 151 -1.055408 0.149625
35 commodities 054642 LEAN HOGS 80,090 -17,405 -0.215672 0.839918
36 commodities 080732 SUGAR NO. 11 9,670 -4,901 -1.689167 -1.263148
37 commodities 033661 COTTON NO. 2 6,817 -11,618 -1.924243 -0.997951
38 commodities 083731 COFFEE C 64,204 -7,324 0.303994 0.917956
39 commodities 073732 COCOA 14,829 -1,081 -1.460760 -1.589272
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 2,417 147 1.741898 0.861568

Plotting plotly¶

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